Optimal allocation in stratified sampling with a nonlinear cost function

MaRDI QIDQ2732658zbMATH OpenFDO

Authors Oleksandr I. Chernyak, Galyna Chornous

Publication date 9 August 2001

Published in Theory of Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

estimate of population meansnonlinear cost functionsoptimal allocationsampling surveystratified sampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

Review text

Let a population of \(N\) units be divided into \(L\) subpopulations of \(N_1,N_2,\dots,N_L\) units and let \(n_k\) be the number of sampling units selected from stratum \(k\). Let \(C=\sum\limits_{k=1}^L{c_k f(n_k)}\) be a cost function of the sampling, where \(c_k \) is the cost per unit in the \(k\)-th stratum and \(f\) is a known function. The problem is to minimize the cost function \(C\). In the case of the linear cost function \((f(x)=x,\;C=\sum\limits_{k = 1}^L {c_k } n_k)\) the optimal allocation has been given by \textit{W.G. Cochran} [Sampling techniques. 3rd ed. (1977; Zbl 0353.62011)]. Many examples of nonlinear cost functions have been given by \textit{R.M. Groves} [Survey errors and survey costs. (1989)].NEWLINENEWLINENEWLINEIn this paper the problem of optimal allocation in stratified sampling is considered for the power and logarithmic cost functions. Optimal allocations are obtained for sample sizes \(n_k \) in stratified sampling, for primary units and second-stage units in two-stage stratified sampling and for the size \(n'\) of the first sample and the share \(\nu_k \) of the second sample in stratum \(k\) which minimize cost for a fixed value of variance of estimate or minimizes variance for a fixed cost. The Lagrange multipliers method is used to solve the problems.

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(13)

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